B2BITS CME MDP Handler API Reference
Public Member Functions | Public Attributes | List of all members
MarketDataServiceOptions Struct Reference

Market data service options.

#include <B2BITS_CmeMdpMarketDataService.h>

Public Member Functions

 MarketDataServiceOptions ()
 

Public Attributes

std::string channelConfigFile_
 Channel configuration file path. More...
 
std::set< ChannelIDactiveChannels_
 List of channels from Channel configuration file which will be used by Market Data Service. More...
 
union {
   RecoveryType   lateJoinRecoveryType_
 
   RecoveryType   joinRecoveryType_
 
}; 
 Type of recovery to restore data on initial late join. More...
 
RecoveryType gapRecoveryType_
 Type of recovery to restore data on gaps and resets. More...
 
MarketDataServiceSequenceOptions recoverySequenceOptions_
 Options to control recovery (instrument deinfition and snapshot) sequencing. More...
 
MarketDataServiceThreadOptions recoveryThreadOptions_
 Options to control recovery (instrument deinfition and snapshot) threads. More...
 
MarketDataServiceSocketOptions recoverySocketOptions_
 Options to control recovery (instrument deinfition and snapshot) sockets. More...
 
MarketDataServiceSequenceOptions incrementalSequenceOptions_
 Options to control incremental sequencing. More...
 
MarketDataServiceThreadOptions incrementalThreadOptions_
 Options to control incremental threads. More...
 
MarketDataServiceSocketOptions incrementalSocketOptions_
 Options to control incremental sockets. More...
 
MarketDataServiceLoggingOptions loggingOptions_
 Options to control logging. More...
 
std::string username_
 Credentials for TCP Recovery. More...
 
std::string password_
 
std::string gatewayAddress_
 Gateway address for internal testing purpose. More...
 
bool useMBOFeeds_
 Defines whether to use MBO or MBP market data feeds. More...
 

Constructor & Destructor Documentation

Member Data Documentation

std::string channelConfigFile_
std::set<ChannelID> activeChannels_
RecoveryType lateJoinRecoveryType_
RecoveryType joinRecoveryType_
union { ... }
RecoveryType gapRecoveryType_
MarketDataServiceSequenceOptions recoverySequenceOptions_
MarketDataServiceThreadOptions recoveryThreadOptions_
MarketDataServiceSocketOptions recoverySocketOptions_
MarketDataServiceSequenceOptions incrementalSequenceOptions_
MarketDataServiceThreadOptions incrementalThreadOptions_
MarketDataServiceSocketOptions incrementalSocketOptions_
std::string username_
std::string password_
std::string gatewayAddress_
bool useMBOFeeds_